-55.6%
FSLY vs ALLY
+1.6%
-57.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -10.6% | +3.7% | -14.3% | -12.8% |
| 30D | -20.9% | -2.3% | -18.6% | -19.2% |
| 3M | +3.4% | +3.8% | -0.4% | +0.3% |
| 6M | +2.7% | +9.7% | -7.0% | -4.5% |
| YTD | +102.3% | -1.4% | +103.7% | +100.9% |
| 1Y | +182.1% | +8.2% | +173.8% | +158.7% |
| 3Y | -14.6% | +66.5% | -81.0% | -46.9% |
| All | -55.6% | +1.6% | -57.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling